Calculation of the coefficients for the discrete wavelet transformation.
dwt_cpp(x, filter_name, nlevels, boundary, brickwall)y A field<vec> that contains the wavelet coefficients for each decomposition level
A vector with dimensions \(N\times 1\).
A string indicating the filter.
An integer, \(J\), indicating the level of the decomposition.
A string indicating the type of boundary method to use. Either boundary="periodic" or "reflection".
A bool indicating whether the a brick wall procedure should be applied to the coefficients.
JJB
Performs a level J decomposition of the time series using the pyramid algorithm